The log entry above indicates that you are running HJT from within a Temp/Temporary folder. Create a folder outside of any Temp/Temporary folders for HJT and move it there now. A folder such such as C:\HijackThis or C:\Spyware Tools\HijackThis will do.

One of the normal steps in eliminating malicious programs is to entirely delete the contents of all Temp folders. Given that, if HijackThis (and other data that you care about) is living in those Temp folders, it will be erased along with everything else!
Temp/Temporary folders are just that- Temporary. They are not meant for permanent storage, as their contents are often delete in the course of troubleshooting, by running disk clean-up utilities, etc.

2. C:\Program Files\Internet Explorer\IEXPLORE.EXE

The log entry above indicates that you had at least 1 instance of Internet Explorer running when you ran HijackThis.
Before fixing problems with HijackThis, you must make sure to close/quit ALL instances of your web browser! HijackThis cannot fully perform its fixes while browsers are running.

5. Reboot into safe mode (you get to the safe mode boot option by hitting the F8 key as your computer is starting up)

- Open Windows Explorer, and in the Folder Options->View settings under the Tools menu, select "show hidden files and folders", and uncheck "Hide protected operating system files" and "Hide extentions for known file types".

- Search for the folowing files and delete them if found:C:\WINDOWS\System32\gekd.dll
winsystem32.exe
C:\WINDOWS\system32\defragfatx.exe
C:\WINDOWS\system32\windns.exe
C:\WINDOWS\System32\scrsvc.exe
winfileman.exe

- For every user account listed under C:\Documents and Settings, delete the entire contents of these folders (but not the folders themselves):

Important: One of the normal steps in eliminating malicious programs is to entirely delete the contents of all Temp folders. Given that, if any data that you care about is living in those Temp folders, you need to move it to a safe location now, or it will be erased along with everything else!

Note- If you get any messages concerning the deletion of system files such as desktop.ini or index.dat, just choose to delete those files; they'll be automatically regenerated by Windows if needed. Windows will allow you to delete the versions of those files which exist in sub-folders within the main Temp/Temorary folders, but might not let you delete the versions of those files that exist in the main Temp folders themselves; this is normal and OK.